• Structural Engineering and Mechanics
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• v.76 no.5
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• pp.631-641
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• 2020

In the present work, an approach for the multiple time probabilistic characterization of the response of linear structural systems subjected to random non-Gaussian processes is presented. Its fundamental property is working directly on the multiple time probability density functions of the actions and of the response. This avoids of passing through the evaluation of the response statistical moments at multiple time or correlations, reducing the computational effort in a consistent measure. This approach is the extension to the multiple time case of a previously published dynamic Probability Transformation Method (PTM) working on a single evolution of the response statistics. The application to some simple examples has revealed the efficiency of the method, both in terms of computational effort and in terms of accuracy.

• Korean Journal of Ecology and Environment
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• v.41 no.4
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• pp.466-471
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• 2008

Little is known about DNA-level and physiological levels for health assessments of stream or river environments. Recently, comet assay, so called Single Cell Gel Electrophoresis (SCGE) is introduced for assessments of DNA damage in the medical science, food science and mammal toxicology. The comet assay is known as a biomarker which is one of the best barometers in assessing the DNA damage by oxidative stress. In this study, we conducted the comet assay using sentinel species, Zacco platypus, as one of the pre-warning alarm systems for the aquatic ecosystem health assessments and also applied it to Gap Stream as a model system. Tail extent moments in the S1 and S2 were 5.20 and 9.90 respectively and the moment was 19.89 in the S3. Statistical ANOVA in the tail moments showed a significant difference (n=75, p<0.05) between S1 and S3. Also, the proportions of DNA in the tail were 14.47, 23.64, and $30.04{\mu}m$ in the upstream (control site), midstream, downstream sites, respectively. Our results in the downstream were accord with previous studies of individual-level, population-level, and community-level in Gap Stream. Our results suggest that the comet assay may be used as an important tool for diagnosing ecological health of aquatic ecosystems in the level of DNA.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.34 no.1
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• pp.11-18
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• 2010

Tool condition monitoring (TCM) is crucial for improvement of productivity in manufacturing process. However, TCM techniques have not been applied to monitor tool failure in an industrial gear shaving application. Therefore, this work studied a statistical TCM method for monitoring gear shaving tool condition. The method modeled the vibration signal of the shaving process using beta probability distribution in order to extract the effective features for TCM. Modeling includes rectifying for converting a bi-modal distribution into a unimodal distribution, estimating the parameters of beta probability distribution based on method of moments. The performance of features obtained from the proposed method was evaluated and discussed.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.395-403
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• 2002

In the third phase of the response surface methods, the first-order model is assumed and the curvature of the response surface is checked with a fractional factorial design augmented by centre runs. We further assume that a true model is a quadratic polynomial. To choose an optimal design, Box and Draper(1959) suggested the use of an average mean squared error (AMSE), an average of MSE of y(x) over the region of interest R. The AMSE can be partitioned into the average prediction variance (APV) and average squared bias (ASB). Since AMSE is a function of design moments, region moments and a standardized vector of parameters, it is not possible to select the design that minimizes AMSE. As a practical alternative, Box and Draper(1959) proposed minimum bias design which minimize ASB and showed that factorial design points are shrunk toward the origin for a minimum bias design. In this paper we propose a robust AMSE design which maximizes the minimum efficiency of the design with respect to a standardized vector of parameters.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.741-752
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• 2016

Numerous studies have shown that normal inverse Gaussian (NIG) distribution adequately fits the empirical return distribution of financial securities. The estimation of parameters can also be done relatively easily, which makes the NIG distribution more useful in financial markets. The maximum likelihood estimation and the method of moments estimation are easy to implement; however, we may encounter a problem in practice when a relationship among the moments is violated. In this paper, we investigate this problem in the parameter estimation and try to find a simple solution through simulations. We examine the effect of our adjusted estimation method with real data: daily log returns of KOSPI, S&P500, FTSE and HANG SENG. We also checked the performance of our method by computing the value at risk of daily log return data. The results show that our method improves the stability of parameter estimation, while it retains a comparable performance in goodness-of-fit.

• Water for future
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• v.29 no.1
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• pp.129-139
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• 1996

It is very important to select appropriate distributions for hydrological data in planning and designing hydraulic structures. Also, it is necessary to check whether the selected distribution reproduces the statistical characteristics of the real data. In this study, the parameters of the two- and three-parameter gamma, two- and three-parameter lognormal, Gumbel, two- and three-parameter log-Gumbel, GEV, log-Pearsonn type III, two- and three-parameter Weibull, four- and five-parameter Wakeby distributions were estimated for the rainfall data of 22 sites in Korea with 7 different durations based on the methods of moments, probability weighted moments, and maximum likelihood. And the validity conditions were checked for the estimated parameters. The separation effect for each distribution was examined throught 10,000 simulations using the estimated parameters. As results, the separation effect was the smallest: log-Pearson type III for moment method, log-Pearson type III and GEV for probability weighted moment method, and GEV for maximum likelihood method. However, it is large for the two-parameter distributions.

• Journal of Korea Water Resources Association
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• v.52 no.11
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• pp.895-904
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• 2019

It has been well recognized that extreme rainfall process often features a nonstationary behavior, which may not be effectively modeled within a stationary frequency modeling framework. Moreover, extreme rainfall events are often described by a two (or more)-component mixture distribution which can be attributed to the distinct rainfall patterns associated with summer monsoons and tropical cyclones. In this perspective, this study explores a Mixture Distribution based Nonstationary Frequency (MDNF) model in a changing rainfall patterns within a Bayesian framework. Subsequently, the MDNF model can effectively account for the time-varying moments (e.g. location parameter) of the Gumbel distribution in a two (or more)-component mixture distribution. The performance of the MDNF model was evaluated by various statistical measures, compared with frequency model based on both stationary and nonstationary mixture distributions. A comparison of the results highlighted that the MDNF model substantially improved the overall performance, confirming the assumption that the extreme rainfall patterns might have a distinct nonstationarity.

• Korean Journal of Applied Biomechanics
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• v.28 no.4
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• pp.227-236
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• 2018

Objective: The purpose of this study was to investigate the effects of a 12-week combined exercise program on gait parameters in elderly women with osteoarthritis. Method: The subjects of this study were 11 elderly women (age: $67.09{\pm}2.47$, height: $157.35{\pm}4.30cm$, weight: $62.49{\pm}6.36kg$) with knee osteoarthritis. The combined exercise program of this study was divided into aerobic exercise and lower extremity strengthening exercises. The exercises were performed for 60 minutes per session, three times a week, for a total of 12 weeks. The maximum joint moments of the hip, knee, and ankle joints with walking were obtained with 8-3D cameras (MX-T20, Vicon, USA) and 2-force plate (AMTI OR6-7-400, AMTI, USA). SPSS Windows version 23.0 was used for statistical analysis. A paired t-test was used for pre-post comparison. An alpha level of .05 was utilized in all tests. Results: The maximum extension moment was significantly higher in the hip joint after P1 on the X axis. The maximum joint moment of P3 in extension was statistically significantly lower after intervention. On the Z axis, the maximum joint moment was significantly lower after the exercise intervention at P3. There was a statistically significant increase in the extension moment of the left and right knee joints in the X axis after exercise intervention. In the right ankle joint, P1 (plantar flexion moment) showed a statistically significant high moment after exercise intervention. Conclusion: These results suggest that combined exercise, including lower limb and aerobic exercise, may have a positive effect on mobility and walking moments in patients with osteoarthritis of the knee.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.48 no.3
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• pp.71-78
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• 2011

This paper propose image steganalysis scheme based on independence between parent and child subband on the multi-layer wavelet domain. The proposed method decompose cover and stego images into 12 subbands by applying 3-level Haar UWT(Undecimated Wavelet Transform), analyze statistical independency between parent and child subband. Because this independency is appeared more difference in stego image than in cover image, we can use it as feature to differenciate between cover and stego image. Therefore we extract 72D features by calculation first 3 order statistical moments from joint characteristic function between parent and child subband. Multi-layer perceptron(MLP) is applied as classifier to discriminate between cover and stego image. We test the performance of proposed scheme over various embedding rates by the LSB, SS, BSS embedding method. The proposed scheme outperforms the previous schemes in detection rate to existence of hidden message as well as exactness of discrimination.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.3A
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• pp.539-546
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• 2006

The reliability analysis of simply-supported composite plate girder and box girder bridges under positive flexure is performed. The bridges are designed based on the AASHTO-LRFD specification. A performance function for flexural failure is expressed as a function of such random variables as flexural resistance of composite section and design moments due to permanent load and live load. For the flexural resistance, the statistical parameters obtained by analyzing over 16,000 samples of domestic structural steel products are used. Several different values of statistical parameters with the bias factor in the range of 0.95-1.05 and the coefficient of variation in the range of 0.15-0.25 are used for the live-load moment. Due to the lack of available domestic measured data on the dead load moment, the same values of statistical properties used in the calibration of AASHTO-LRFD are applied. The reliability indices for the composite plate girder and box girder bridges with various span lengths are calculated by applying the Rackwitz-Fiessler technique.